Stochastic simulation of the gradient process in semi-discrete approximations of diffusion problems

MaRDI QIDQ2884201zbMATH OpenFDO

Authors Flavius Guiaş

Publication date 24 May 2012

Published in Studia Universitatis Babeș-Bolyai. Mathematica (Search for Journal in Brave)

zbMATH Keywords

convergencediffusion equationdiffusion-velocity methodgradient processstochastic simulation

Mathematics Subject Classification ID

Heat equation (35K05) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Recommendations

• scientific article; zbMATH DE number 5049848
• Grid-free simulation of diffusion using random wall methods
• Stochastic simulation of diffusion filtering
• Direct simulation of the infinitesimal dynamics of semi-discrete approximations for convection-diffusion-reaction problems
• scientific article; zbMATH DE number 957370

Cited in

(4)

• Grid-free simulation of diffusion using random wall methods
• Stochastic simulation of diffusion filtering
• Direct simulation of the infinitesimal dynamics of semi-discrete approximations for convection-diffusion-reaction problems
• Simulating diffusions with piecewise constant coefficients using a kinetic approximation

This page was built for publication: Stochastic simulation of the gradient process in semi-discrete approximations of diffusion problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2884201)